Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
Kenneth A. Froot
| Year of publication: |
1989
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| Authors: | Froot, Kenneth |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 3, p. 333-355
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| Subject: | Schätztheorie | Estimation theory | Betriebliche Finanzwirtschaft | Managerial finance | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001074010